Enze Shi

Enze Shi, Linglong Kong, Bei Jiang

Ensuring fairness in machine learning is a critical and challenging task, as biased data representations often lead to unfair predictions. To address this, we propose Deep Fair Learning, a framework that integrates nonlinear sufficient dimension reduction with deep learning to construct fair and informative representations. By introducing a novel penalty term during fine-tuning, our method enforces conditional independence between sensitive attributes and learned representations, addressing bias at its source while preserving predictive performance. Unlike prior methods, it supports diverse sensitive attributes, including continuous, discrete, binary, or multi-group types. Experiments on various types of data structure show that our approach achieves a superior balance between fairness and utility, significantly outperforming state-of-the-art baselines.

Enze Shi, Jinhan Xie, Bei Jiang et al.

Differentially Private Stochastic Gradient Descent (DP-SGD) has been widely used for solving optimization problems with privacy guarantees in machine learning and statistics. Despite this, a systematic non-asymptotic convergence analysis for DP-SGD, particularly in the context of online problems and local differential privacy (LDP) models, remains largely elusive. Existing non-asymptotic analyses have focused on non-private optimization methods, and hence are not applicable to privacy-preserving optimization problems. This work initiates the analysis to bridge this gap and opens the door to non-asymptotic convergence analysis of private optimization problems. A general framework is investigated for the online LDP model in stochastic optimization problems. We assume that sensitive information from individuals is collected sequentially and aim to estimate, in real-time, a static parameter that pertains to the population of interest. Most importantly, we conduct a comprehensive non-asymptotic convergence analysis of the proposed estimators in finite-sample situations, which gives their users practical guidelines regarding the effect of various hyperparameters, such as step size, parameter dimensions, and privacy budgets, on convergence rates. Our proposed estimators are validated in the theoretical and practical realms by rigorous mathematical derivations and carefully constructed numerical experiments.

Ke Sun, Yingnan Zhao, Enze Shi et al.

The remarkable empirical performance of distributional reinforcement learning (RL) has garnered increasing attention to understanding its theoretical advantages over classical RL. By decomposing the categorical distributional loss commonly employed in distributional RL, we find that the potential superiority of distributional RL can be attributed to a derived distribution-matching entropy regularization. This less-studied entropy regularization aims to capture additional knowledge of return distribution beyond only its expectation, contributing to an augmented reward signal in policy optimization. In contrast to the vanilla entropy regularization in MaxEnt RL, which explicitly encourages exploration by promoting diverse actions, the novel entropy regularization derived from categorical distributional loss implicitly updates policies to align the learned policy with (estimated) environmental uncertainty. Finally, extensive experiments verify the significance of this uncertainty-aware regularization from distributional RL on the empirical benefits over classical RL. Our study offers an innovative exploration perspective to explain the intrinsic benefits of distributional learning in RL.